| rPosterior.GaussianInvWishart | R Documentation |
Generate random samples from the posterior distribution of the following structure:
x \sim Gaussian(mu,Sigma)
Sigma \sim InvWishart(v,S)
mu is known. Gaussian() is the Gaussian distribution. See ?dGaussian and ?dInvWishart for the definition of the distributions.
The model structure and prior parameters are stored in a "GaussianInvWishart" object.
Posterior distribution is InvWishart(Sigma|v,S).
## S3 method for class 'GaussianInvWishart' rPosterior(obj, ...)
obj |
A "GaussianInvWishart" object. |
... |
Additional arguments to be passed to other inherited types. |
matrix, a sample of Sigma.
GaussianInvWishart, dPosterior.GaussianInvWishart
obj <- GaussianInvWishart(gamma=list(mu=c(-1.5,1.5),v=3,S=diag(2))) rPosterior(obj = obj)